Mixpanel integration through segment not retaining anonymous user activity

[jacklalley]

Each event is tracked as a new anonymous user. Despite them all being the same user. It goes like the following.

I head to the site as an anonymous user.
Click between pages (Home, Contact Us etc) triggering Sitehound page events correctly.
Activity looks great in Segment debugger also in Amplitude.
I look at Mixpanel live view and see it tracked the different page views, but each event has a different anonymous user attached.
This makes it impossible for me to follow the papertrail of events for an anonymous user.